{ "cells": [ { "cell_type": "raw", "metadata": {}, "source": [ "\n", "
\n", " | Strategy | \n", "Returns | \n", "Volatility | \n", "Sharpe Ratio | \n", "Max Drawdown | \n", "
---|---|---|---|---|---|
0 | \n", "CM | \n", "8.73% | \n", "8.45% | \n", "0.677899 | \n", "-11.67% | \n", "
1 | \n", "Buy-and-Hold | \n", "8.62% | \n", "15.03% | \n", "0.373798 | \n", "-27.33% | \n", "